A standard problem in uncertainty quantification and in computational statistics is the sampling of stationary Gaussian random fields with given covariance in a d-dimensional (physical) domain. In ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...

Solution of nonlinear algebraic equations, interpolation, integration, approximation, and numerical linear algebra. Prereq., APPM 3310 or MATH 3130, and experience with a scientific programming ...

Explore our campus, meet lecturers and current students, and learn more about what it's like to study at Manchester. The Department of Mathematics has an outstanding research reputation. The research ...

This is a preview. Log in through your library . Abstract We present a new algorithm for estimating the star discrepancy of arbitrary point sets. Similar to the algorithm for discrepancy approximation ...

This paper develops efficient importance sampling schemes for a class of jump–diffusion processes that are commonly used for modeling stock prices. For such financial models, related option pricing ...

Digital Signal Processing (DSP) was, a few decades ago, a relatively obscure field associated with the mathematics of numerical analysis. As computers have become cheaper and faster, it is now ...